English
Related papers

Related papers: Investment AUM Fee Costs: Evaluating a Simple Form…

200 papers

Variable annuities, as a class of retirement income products, allow equity market exposure for a policyholder's retirement fund with electable additional guarantees to limit the downside risk of the market. Management fees and guarantee…

Pricing of Securities · Quantitative Finance 2017-05-12 Jin Sun , Pavel V. Shevchenko , Man Chung Fung

In the ever evolving landscape of decentralized finance automated market makers (AMMs) play a key role: they provide a market place for trading assets in a decentralized manner. For so-called bluechip pairs, arbitrage activity provides a…

Statistical Finance · Quantitative Finance 2025-05-16 Abe Alexander , Lars Fritz

Research funding agencies routinely use a proportion of their total revenues to support internal administration and marketing costs. The ratio of administration to total costs, referred to as the administration ratio, is highly variable and…

General Finance · Quantitative Finance 2016-10-07 David R Walwyn

We use the Grossman \& Stiglitz (1980) framework to build a reference portfolio for uninformed investors and employ this portfolio to assess the performance of actively managed equity mutual funds. We propose an empirical methodology to…

General Finance · Quantitative Finance 2022-12-06 Radu Burlacu , Patrice Fontaine , Sonia Jimenez-Garcès

An automated market maker (AMM) provides a method for creating a decentralized exchange on the blockchain. For this purpose, individual investors lend liquidity to the AMM pool in exchange for a stream of fees earned from its operations as…

Mathematical Finance · Quantitative Finance 2025-09-30 Maxim Bichuch , Zachary Feinstein

Triangle fees are a novel fee structure for AMMs, in which marginal fees are decreasing in a trade's size. That decline is proportional to the movement in the AMM's implied price, i.e. for every basis point the trade moves the ratio of…

Mathematical Finance · Quantitative Finance 2023-07-03 Rithvik Rao , Nihar Shah

A fund manager invests both the fund's assets and own private wealth in separate but potentially correlated risky assets, aiming to maximize expected utility from private wealth in the long run. If relative risk aversion and investment…

Portfolio Management · Quantitative Finance 2014-10-28 Paolo Guasoni , Gu Wang

We investigate whether the fee income from trades on the CFM is sufficient for the liquidity providers to hedge away the exposure to market risk. We first analyse this problem through the lens of continuous-time financial mathematics and…

Mathematical Finance · Quantitative Finance 2023-02-10 Samuel Cohen , Marc Sabaté Vidales , David Šiška , Łukasz Szpruch

We show that under mild assumptions, the total value of information to informed traders in the market can be measured by the covariance between price changes and order flow. This covariance captures noise trader losses, which equal informed…

General Finance · Quantitative Finance 2026-05-13 Ohad Kadan , Asaf Manela

Cost-of-capital valuation is a well-established approach to the valuation of liabilities and is one of the cornerstones of current regulatory frameworks for the insurance industry. Standard cost-of-capital considerations typically rely on…

Risk Management · Quantitative Finance 2026-05-13 Hansjörg Albrecher , Filip Lindskog , Hervé Zumbach

Automated Market Makers (AMMs) are emerging as a popular decentralised trading platform. In this work, we determine the optimal dynamic fees in a constant function market maker. We find approximate closed-form solutions to the control…

Trading and Market Microstructure · Quantitative Finance 2025-06-26 Leonardo Baggiani , Martin Herdegen , Leandro Sánchez-Betancourt

Hedge fund managers with the first-loss scheme charge a management fee, a performance fee and guarantee to cover a certain amount of investors' potential losses. We study how parties can choose a mutually preferred first-loss scheme in a…

Portfolio Management · Quantitative Finance 2023-10-31 Marcos Escobar-Anel , Yevhen Havrylenko , Rudi Zagst

In regulatory proceedings, few issues are more hotly debated than the cost of capital. This article formalises the theoretical foundation of cost of capital estimation for regulatory purposes. Several common regulatory practices lack a…

General Economics · Economics 2023-03-21 Darryl Biggar

Within this work we consider an axiomatic framework for Automated Market Makers (AMMs). AMMs are smart contracts that set prices for swaps on a pool of assets. By imposing reasonable axioms on the underlying utility function, we are able to…

Mathematical Finance · Quantitative Finance 2025-02-04 Maxim Bichuch , Zachary Feinstein

An investor is estimating net present value of a firm project and performs risk analysis. Usually it is created portfolio hierarchies and make comparison of variants of project based on these hierarchies. Then one finds that portfolio which…

Physics and Society · Physics 2008-12-02 Jana Hudakova , Ondrej Hudak

AMMs are autonomous smart contracts deployed on a blockchain that make markets between different assets that live on that chain. In this paper we are examining a specific class of AMMs called Constant Function Market Makers whose trading…

Trading and Market Microstructure · Quantitative Finance 2021-11-18 Stefan Loesch , Nate Hindman , Mark B Richardson , Nicholas Welch

This paper proposes a simulation-based framework for assessing and improving the performance of a pension fund management scheme. This framework is modular and allows the definition of customized performance metrics that are used to assess…

Optimization and Control · Mathematics 2026-03-17 Raphael Chinchilla , Thomas D. Rueter , Timothy R. McDade , Peter R. Fisher , Emmanuel Candes , Trevor Hastie , Stephen Boyd

Automated market makers (AMMs) are smart contracts that automatically trade electronic assets according to a mathematical formula. This paper investigates how an AMM's formula affects the interests of liquidity providers, who endow the AMM…

Other Computer Science · Computer Science 2021-10-20 Daniel Engel , Maurice Herlihy

Despite the fact that the Euler allocation principle has been adopted by many financial institutions for their internal capital allocation process, a comprehensive description of Euler allocation seems still to be missing. We try to fill…

Portfolio Management · Quantitative Finance 2008-12-02 Dirk Tasche

Fifty North Sea oil & gas investment transactions were analysed using traditional spreadsheet based financial modelling methods. The purpose of the analysis was to determine if there was a statistically significant relationship between the…

Computers and Society · Computer Science 2010-08-24 Grenville J. Croll , David F. Baker , Ola Lawal
‹ Prev 1 2 3 10 Next ›